Sensitivity Analysis of the Return between American Stock Market vs. European Stock MarketApply of Asymmetric GIR-GARCH-M
碩士 === 嶺東科技大學 === 財務金融研究所 === 98 === This paper uses GJR-GARCH model to measure the volatility asymmetric effect concerning the sensitivity analysis of the return between American stock market towards European stock markets, such as English’s Germen’s and French’s. There are 2264 materials about da...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/66717945549268107834 |